As shown, the dimensional dependence of the thermodynamic characteristics of nanocrystals is due to the dimensional quantization of vibrational modes of nanocrystals and leads to the dimensional caloric effect in nanocrystals. This effect manifests itself in the excess pressure of the phonon gas, an increase in the heat capacity, a decrease in the melting temperature, and heat absorption by nanocrystals as their size decreases. The consequence of these size-dependent effects in nanocrystals is the non-additivity of energy, which can be realized in the reverse transfer of heat from a cold body to a hot one.